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Research article

First published 2014-9

Obtaining Critical Values for Test of Markov Regime Switching

Valerie K. Bostwick, Douglas G. Steigerwald

The Stata Journal: Promoting communications on statistics and Stata

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Research article

First published 2006-05

On Dynamic Tax Reform with Regime Switching

Wen-ya Chang, Hsueh-fang Tsai

Public Finance Review

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Research article

First published 2021-4

Dynamic Commodity Portfolio Management: A Regime-switching VAR Model

Shelly Singhal, Pratap Chandra Biswal

Global Business Review

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Research article

First published 2019-2

Can BRICS Form a Currency Union? An Analysis under Markov Regime-Switching Framework

T. G. Saji

Global Business Review

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Research article

First published 2014-12

Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns

Slah Bahloul, Fathi Abid

Journal of Emerging Market Finance

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Research article

First published 2017-9

The impact of market coupling on Hungarian and Romanian electricity markets: Evidence from the regime-switching model

Vika Koban

Energy & Environment

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Research article

First published 2025-2

Stock Returns and Valuation Ratios at Sector Level in South Africa: The Regime-switch Modelling Approach

Kudakwashe Joshua Chipunza, Hilary Tinotenda Muguto, Lorraine Muguto [...]

Global Business Review

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Research article

First published 2012-11

A decomposition method for optimal portfolios with regime-switching and risk constraint

Jingzhen Liu, Ka-Fai Cedric Yiu, Tak Kuen Siu

Risk and Decision Analysis

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Research article

First published 2021

A Comparative Performance Analysis of Sustainability Themed Indices in India: Markov Regime Switching Approach

Deepmala Jasuja, Jaya Mamta Prosad, Neeraj Nautiyal

FIIB Business Review

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Research article

First published 2016-12

Risk–Return Relationship in BRIC Equity Markets: Evidence from Markov Regime Switching Model with Time-varying Transition Probabilities

Amanjot Singh, Manjit Singh

Metamorphosis: A Journal of Management Research

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